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Co-operators Canadian Resource VP (COOPERATORSR.TO)

254.24 Up 1.49(0.59%) Apr 17
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Risk as of Mar 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up6
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2005):51.03%
Worst 1 Yr Total Return(Dec 30, 2008):-34.98%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-1.01-6.08
Beta (against Standard Index)0.921.13
Mean Annual Return-0.50-1.04
R-squared (against Standard Index)89.0574.87
Standard Deviation15.6721.14
Sharpe Ratio-0.44-0.59
Treynor Ratio-8.61-12.00
5 Years
Alpha (against Standard Index)-0.161.05
Beta (against Standard Index)0.941.02
Mean Annual Return0.610.76
R-squared (against Standard Index)91.9067.93
Standard Deviation16.7921.77
Sharpe Ratio0.390.42
Treynor Ratio5.686.81
10 Years
Alpha (against Standard Index)1.370.10
Beta (against Standard Index)0.991.01
Mean Annual Return0.880.78
R-squared (against Standard Index)93.7376.18
Standard Deviation21.0323.89
Sharpe Ratio0.410.33
Treynor Ratio6.705.00